Items by Shardlow, Tony
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Number of items: 8.
Shardlow, T., 2014. Introduction to Computational Stochastic PDEs. 1 ed. USA: Cambridge University Press. (Cambridge Texts in Applied Mathematics)
Mueller, E., Scheichl, R. and Shardlow, T., 2015. Improving multilevel Monte Carlo for stochastic differential equations with application to the Langevin equation. Proceedings of the Royal Society A, 471 (2176). Item availability may be restricted.
Alzubaidi, H. and Shardlow, T., 2014. Improved simulation techniques for first exit time of neural diffusion models. Communications in Statistics - Simulation and Computation, 43 (10), pp. 2508-2520.
Alzubaidi, H. and Shardlow, T., 2013. Interaction of waves in a one dimensional stochastic PDE model of excitable media. Discrete and Continuous Dynamical Systems - Series B, 18 (7), pp. 1735-1754.
Shardlow, T. and Kloeden, P., 2012. The Milstein scheme for stochastic delay differential equations without using anticipative calculus. Stochastic Analysis and Applications, 30 (2), pp. 181-202.
Kloeden, P., Lord, G., Neuenkirch, A. and Shardlow, T., 2011. The exponential integrator scheme for stochastic partial differential equations: pathwise error bounds. Journal of Computational and Applied Mathematics, 235 (5), 1245–1260.
Shardlow, T. and Mills, A., 2008. Analysis of the geodesic interpolating spline. European Journal of Applied Mathematics, 19 (5), pp. 519-539.
Buckwar, E., Kuske, R., Mohammed, S.-E. and Shardlow, T., 2008. Weak convergence of the Euler scheme for stochastic differential delay equations. London Mathematical Society Journal of Computation and Mathematics, 11, pp. 60-99.